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subject:"Deutschland"
subject:"Forecasting model"
~person:"Westerlund, Joakim"
~subject:"ARCH model"
~subject:"Statistischer Test"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Statistischer Test
Estimation theory
28
Schätztheorie
28
Panel
18
Panel study
18
Regression analysis
11
Regressionsanalyse
11
Time series analysis
9
Zeitreihenanalyse
9
Einheitswurzeltest
8
Unit root test
8
Estimation
6
Panel data
6
Schätzung
6
CCE estimation
4
Factor analysis
4
Faktorenanalyse
4
Correlation
3
Interactive effects
3
Korrelation
3
Prognoseverfahren
3
Statistical test
3
Common correlated effects
2
Common factor models
2
Common factors
2
Deterministic trend
2
Forecasting
2
Incidental trends
2
Induktive Statistik
2
Interactive effects models
2
Local asymptotic power
2
Metal market
2
Metallmarkt
2
Recursive detrending
2
Statistical inference
2
Structural break
2
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2
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English
7
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Westerlund, Joakim
Francq, Christian
18
Baltagi, Badi H.
15
Bera, Anil K.
14
Teräsvirta, Timo
14
Zakoïan, Jean-Michel
14
Cai, Zongwu
12
Kumar, Dilip
12
Phillips, Peter C. B.
12
Linton, Oliver
11
Lütkepohl, Helmut
11
Demetrescu, Matei
10
Shi, Xiaoxia
10
Su, Liangjun
10
Chen, Yi-ting
9
Kapetanios, George
9
Rahbek, Anders
9
Sun, Yixiao
9
Andrews, Donald W. K.
8
Chan, Ngai Hang
8
Dufour, Jean-Marie
8
Guggenberger, Patrik
8
Perron, Pierre
8
Swanson, Norman R.
8
Tsay, Ruey S.
8
White, Halbert
8
Zhu, Ke
8
Kao, Chihwa
7
Kleibergen, Frank
7
Kristensen, Dennis
7
Krämer, Walter
7
Li, Guodong
7
Ling, Shiqing
7
Paolella, Marc S.
7
Peng, Liang
7
Pesaran, M. Hashem
7
Rossi, Barbara
7
Tu, Yundong
7
Ardia, David
6
Bauwens, Luc
6
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Economics letters
2
Journal of international financial markets, institutions & money
2
Econometric reviews
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The econometrics journal
1
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ECONIS (ZBW)
7
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1
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
2
Forecasting using cross-section average-augmented time series regressions
Karabiyik, Hande
;
Westerlund, Joakim
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 315-333
Persistent link: https://www.econbiz.de/10012595000
Saved in:
3
Testing additive versus interactive effects in fixed-T panels
Westerlund, Joakim
- In:
Economics letters
174
(
2019
),
pp. 5-8
Persistent link: https://www.econbiz.de/10012120997
Saved in:
4
Estimation of factor-augmented panel regressions with weakly influential factors
Reese, Simon
;
Westerlund, Joakim
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 401-465
Persistent link: https://www.econbiz.de/10012039354
Saved in:
5
A GARCH model for testing market efficiency
Narayan, Paresh Kumar
;
Liu, Ruipeng
;
Westerlund, Joakim
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011475947
Saved in:
6
On the estimation and testing of predictive panel regressions
Karabiyik, Hande
;
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
45
(
2016
),
pp. 115-125
Persistent link: https://www.econbiz.de/10011690459
Saved in:
7
Testing slope homogeneity in large panels with serial correlation
Blomquist, Johan
;
Westerlund, Joakim
- In:
Economics letters
121
(
2013
)
3
,
pp. 374-378
Persistent link: https://www.econbiz.de/10010391213
Saved in:
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